+414.5%
ZS vs CNH
+42.4%
+372.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.5% | -5.3% |
| 7D | -7.8% | +23.3% | -31.1% | -11.8% |
| 30D | +5.0% | +33.5% | -28.4% | -1.3% |
| 3M | +25.5% | +32.7% | -7.2% | +17.8% |
| 6M | +8.7% | +22.2% | -13.5% | +2.4% |
| YTD | -24.5% | +57.7% | -82.2% | -33.9% |
| 1Y | -36.7% | +28.0% | -64.7% | -41.5% |
| 3Y | +7.2% | +11.5% | -4.3% | +0.5% |
| 5Y | -40.9% | +11.9% | -52.8% | -45.0% |
| All | +414.5% | +42.4% | +372.2% | +402.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling